Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791): Difference between revisions

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Revision as of 22:26, 28 July 2024

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Nonparametric estimation of the expected discounted penalty function in the compound Poisson model
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    Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (English)
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    11 May 2022
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    nonparametric estimator
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    rate of estimation
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    classical risk model
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    Gerber-Shiu function
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    Fourier inversion
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    Laguerre series expansion
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